biglasso: Extending Lasso Model Fitting to Big Data
Extend lasso and elastic-net model fitting for ultrahigh-dimensional,
multi-gigabyte data sets that cannot be loaded into memory. It's much more
memory- and computation-efficient as compared to existing lasso-fitting packages
like 'glmnet' and 'ncvreg', thus allowing for very powerful big data analysis
even with an ordinary laptop.
Version: |
1.5.1 |
Depends: |
R (≥ 3.2.0), bigmemory (≥ 4.5.0), Matrix, ncvreg |
Imports: |
Rcpp (≥ 0.12.1), methods |
LinkingTo: |
Rcpp, RcppArmadillo (≥ 0.8.600), bigmemory, BH |
Suggests: |
parallel, testthat, glmnet, survival, knitr, rmarkdown |
Published: |
2022-03-09 |
Author: |
Yaohui Zeng [aut], Chuyi Wang [aut], Patrick Breheny [aut] |
Maintainer: |
Patrick Breheny <patrick-breheny at uiowa.edu> |
BugReports: |
https://github.com/YaohuiZeng/biglasso/issues |
License: |
GPL-3 |
URL: |
https://github.com/YaohuiZeng/biglasso,
https://arxiv.org/abs/1701.05936 |
NeedsCompilation: |
yes |
Citation: |
biglasso citation info |
Materials: |
NEWS |
CRAN checks: |
biglasso results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=biglasso
to link to this page.